NYMEX Light Sweet Crude Oil Future August 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Feb-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Feb-2015 | 24-Feb-2015 | Change | Change % | Previous Week |  
                        | Open | 55.77 | 55.19 | -0.58 | -1.0% | 59.10 |  
                        | High | 56.43 | 56.06 | -0.37 | -0.7% | 59.24 |  
                        | Low | 54.44 | 54.73 | 0.29 | 0.5% | 54.71 |  
                        | Close | 55.40 | 55.09 | -0.31 | -0.6% | 56.07 |  
                        | Range | 1.99 | 1.33 | -0.66 | -33.2% | 4.53 |  
                        | ATR | 2.40 | 2.32 | -0.08 | -3.2% | 0.00 |  
                        | Volume | 22,402 | 37,881 | 15,479 | 69.1% | 86,067 |  | 
    
| 
        
            | Daily Pivots for day following 24-Feb-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 59.28 | 58.52 | 55.82 |  |  
                | R3 | 57.95 | 57.19 | 55.46 |  |  
                | R2 | 56.62 | 56.62 | 55.33 |  |  
                | R1 | 55.86 | 55.86 | 55.21 | 55.58 |  
                | PP | 55.29 | 55.29 | 55.29 | 55.15 |  
                | S1 | 54.53 | 54.53 | 54.97 | 54.25 |  
                | S2 | 53.96 | 53.96 | 54.85 |  |  
                | S3 | 52.63 | 53.20 | 54.72 |  |  
                | S4 | 51.30 | 51.87 | 54.36 |  |  | 
        
            | Weekly Pivots for week ending 20-Feb-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 70.26 | 67.70 | 58.56 |  |  
                | R3 | 65.73 | 63.17 | 57.32 |  |  
                | R2 | 61.20 | 61.20 | 56.90 |  |  
                | R1 | 58.64 | 58.64 | 56.49 | 57.66 |  
                | PP | 56.67 | 56.67 | 56.67 | 56.18 |  
                | S1 | 54.11 | 54.11 | 55.65 | 53.13 |  
                | S2 | 52.14 | 52.14 | 55.24 |  |  
                | S3 | 47.61 | 49.58 | 54.82 |  |  
                | S4 | 43.08 | 45.05 | 53.58 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 58.89 | 54.44 | 4.45 | 8.1% | 1.98 | 3.6% | 15% | False | False | 25,549 |  
                | 10 | 59.24 | 54.07 | 5.17 | 9.4% | 2.11 | 3.8% | 20% | False | False | 23,591 |  
                | 20 | 59.24 | 49.00 | 10.24 | 18.6% | 2.40 | 4.4% | 59% | False | False | 20,264 |  
                | 40 | 59.24 | 49.00 | 10.24 | 18.6% | 2.23 | 4.0% | 59% | False | False | 14,037 |  
                | 60 | 74.69 | 49.00 | 25.69 | 46.6% | 2.31 | 4.2% | 24% | False | False | 10,851 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 61.71 |  
            | 2.618 | 59.54 |  
            | 1.618 | 58.21 |  
            | 1.000 | 57.39 |  
            | 0.618 | 56.88 |  
            | HIGH | 56.06 |  
            | 0.618 | 55.55 |  
            | 0.500 | 55.40 |  
            | 0.382 | 55.24 |  
            | LOW | 54.73 |  
            | 0.618 | 53.91 |  
            | 1.000 | 53.40 |  
            | 1.618 | 52.58 |  
            | 2.618 | 51.25 |  
            | 4.250 | 49.08 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Feb-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 55.40 | 55.70 |  
                                | PP | 55.29 | 55.50 |  
                                | S1 | 55.19 | 55.29 |  |